### Abstract

We propose a new algorithm for numerical solutions of constrained nonlinear optimal control problems, based on constrained LQ problems. The proposed algorithm is described as follows. First, we approximate the constrained nonlinear optimal control problems by the Taylor expansion technique, resulting in the standard LQ problems, but with linearized constraints. Then, by making use of penalty function methods, we construct the augmented LQ problem, which is one of unconstrained optimal control problems, and therefore we can easily obtain the optimal solution of the augmented LQ problem by Riccati transformation. Finally, repeating the above procedure with a certain type of filter, we ventually obtain the numerical solutions for constrained nonlinear optimal control problems. The effectiveness is demonstrated through simulation.

Original language | English |
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Title of host publication | Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009 |

Pages | 176-180 |

Number of pages | 5 |

DOIs | |

Publication status | Published - 2009 Sep 21 |

Event | 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009 - Okayama, Japan Duration: 2009 Mar 26 → 2009 Mar 29 |

### Publication series

Name | Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009 |
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### Conference

Conference | 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009 |
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Country | Japan |

City | Okayama |

Period | 09/3/26 → 09/3/29 |

### Keywords

- Computational method
- Constrained nonlinear optimal control problem
- LQ problem
- Penalty function

### ASJC Scopus subject areas

- Computer Networks and Communications
- Electrical and Electronic Engineering

### Cite this

*Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009*(pp. 176-180). [4919267] (Proceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009). https://doi.org/10.1109/ICNSC.2009.4919267